Numerical Integration in R

I am trying to numerically integrate a probability distribution over a range of values. This should look something like this. For example, I would like to do this with the Exponential Probability Distribution Function (Exponential distribution - Wikipedia, http://homepages.math.uic.edu/~jyang06/stat401/handouts/handout8.pdf):

## define the integrated function (for lambda = 2)

integrand <- function(x) {2 * 2.718^(-2*x)}

upper = seq(0, 5, by = 0.01)
lower = 0

data = data.frame(lower,upper)
data$integral = integrate(integrand, lower = data$lower, upper = data$upper)

Unfortunately, I got this error:

Error in integrate(integrand, lower = my_data$lower, upper = my_data$upper) : 
  length(lower) == 1 is not TRUE
  • Does anyone know what this means and how I can avoid it?

This is strange because the integrate function works normally otherwise:

> integrate(integrand, lower = 0, upper = 0.01)
0.02020132 with absolute error < 2.2e-16

> integrate(integrand, lower = 0, upper = 0.06)
0.127496 with absolute error < 1.4e-15

Thank you!

length(data$lower)

is 501,
i.e. you are asking it to use 501 lower bounds and it doesnt know what to do.
unlike in your hand picked example where you say lower should be 0

1 Like

Thank you for your answer! I tried to change 501 to 500:

upper = seq(0, 5, by = 0.01)
lower = rep(0, 500)

But now I get a new error:

data = data.frame(lower,upper)
Error in data.frame(lower, upper) :
arguments imply differing number of rows: 500, 501

Is this what you had in mind?

Thanks!

No... why do you feel the need to have lower in data ? You already have it in a named variable, lower